NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.58 |
108.42 |
-0.16 |
-0.1% |
108.42 |
| High |
109.62 |
108.42 |
-1.20 |
-1.1% |
109.62 |
| Low |
107.87 |
107.16 |
-0.71 |
-0.7% |
106.13 |
| Close |
109.03 |
108.14 |
-0.89 |
-0.8% |
109.03 |
| Range |
1.75 |
1.26 |
-0.49 |
-28.0% |
3.49 |
| ATR |
1.88 |
1.88 |
0.00 |
0.0% |
0.00 |
| Volume |
28,251 |
27,302 |
-949 |
-3.4% |
98,919 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.69 |
111.17 |
108.83 |
|
| R3 |
110.43 |
109.91 |
108.49 |
|
| R2 |
109.17 |
109.17 |
108.37 |
|
| R1 |
108.65 |
108.65 |
108.26 |
108.28 |
| PP |
107.91 |
107.91 |
107.91 |
107.72 |
| S1 |
107.39 |
107.39 |
108.02 |
107.02 |
| S2 |
106.65 |
106.65 |
107.91 |
|
| S3 |
105.39 |
106.13 |
107.79 |
|
| S4 |
104.13 |
104.87 |
107.45 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.73 |
117.37 |
110.95 |
|
| R3 |
115.24 |
113.88 |
109.99 |
|
| R2 |
111.75 |
111.75 |
109.67 |
|
| R1 |
110.39 |
110.39 |
109.35 |
111.07 |
| PP |
108.26 |
108.26 |
108.26 |
108.60 |
| S1 |
106.90 |
106.90 |
108.71 |
107.58 |
| S2 |
104.77 |
104.77 |
108.39 |
|
| S3 |
101.28 |
103.41 |
108.07 |
|
| S4 |
97.79 |
99.92 |
107.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.62 |
106.13 |
3.49 |
3.2% |
1.66 |
1.5% |
58% |
False |
False |
21,936 |
| 10 |
111.38 |
106.13 |
5.25 |
4.9% |
2.01 |
1.9% |
38% |
False |
False |
18,713 |
| 20 |
111.38 |
101.96 |
9.42 |
8.7% |
1.72 |
1.6% |
66% |
False |
False |
18,073 |
| 40 |
111.38 |
97.37 |
14.01 |
13.0% |
1.60 |
1.5% |
77% |
False |
False |
14,120 |
| 60 |
111.38 |
93.40 |
17.98 |
16.6% |
1.61 |
1.5% |
82% |
False |
False |
11,109 |
| 80 |
111.38 |
93.40 |
17.98 |
16.6% |
1.59 |
1.5% |
82% |
False |
False |
9,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.78 |
|
2.618 |
111.72 |
|
1.618 |
110.46 |
|
1.000 |
109.68 |
|
0.618 |
109.20 |
|
HIGH |
108.42 |
|
0.618 |
107.94 |
|
0.500 |
107.79 |
|
0.382 |
107.64 |
|
LOW |
107.16 |
|
0.618 |
106.38 |
|
1.000 |
105.90 |
|
1.618 |
105.12 |
|
2.618 |
103.86 |
|
4.250 |
101.81 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.02 |
108.39 |
| PP |
107.91 |
108.31 |
| S1 |
107.79 |
108.22 |
|